CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1140 |
-0.0112 |
-1.0% |
1.1095 |
| High |
1.1314 |
1.1144 |
-0.0170 |
-1.5% |
1.1314 |
| Low |
1.1118 |
1.1011 |
-0.0107 |
-1.0% |
1.1011 |
| Close |
1.1161 |
1.1074 |
-0.0087 |
-0.8% |
1.1074 |
| Range |
0.0196 |
0.0133 |
-0.0063 |
-32.1% |
0.0303 |
| ATR |
0.0185 |
0.0182 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
78,491 |
88,530 |
10,039 |
12.8% |
392,783 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1408 |
1.1147 |
|
| R3 |
1.1342 |
1.1275 |
1.1111 |
|
| R2 |
1.1209 |
1.1209 |
1.1098 |
|
| R1 |
1.1142 |
1.1142 |
1.1086 |
1.1109 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1060 |
| S1 |
1.1009 |
1.1009 |
1.1062 |
1.0976 |
| S2 |
1.0943 |
1.0943 |
1.1050 |
|
| S3 |
1.0810 |
1.0876 |
1.1037 |
|
| S4 |
1.0677 |
1.0743 |
1.1001 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2042 |
1.1861 |
1.1241 |
|
| R3 |
1.1739 |
1.1558 |
1.1157 |
|
| R2 |
1.1436 |
1.1436 |
1.1130 |
|
| R1 |
1.1255 |
1.1255 |
1.1102 |
1.1194 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1103 |
| S1 |
1.0952 |
1.0952 |
1.1046 |
1.0891 |
| S2 |
1.0830 |
1.0830 |
1.1018 |
|
| S3 |
1.0527 |
1.0649 |
1.0991 |
|
| S4 |
1.0224 |
1.0346 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1314 |
1.1011 |
0.0303 |
2.7% |
0.0163 |
1.5% |
21% |
False |
True |
78,556 |
| 10 |
1.1314 |
1.0567 |
0.0747 |
6.7% |
0.0189 |
1.7% |
68% |
False |
False |
74,245 |
| 20 |
1.1471 |
1.0567 |
0.0904 |
8.2% |
0.0176 |
1.6% |
56% |
False |
False |
55,201 |
| 40 |
1.1492 |
1.0375 |
0.1117 |
10.1% |
0.0180 |
1.6% |
63% |
False |
False |
38,083 |
| 60 |
1.1492 |
1.0001 |
0.1491 |
13.5% |
0.0188 |
1.7% |
72% |
False |
False |
25,432 |
| 80 |
1.1492 |
0.9535 |
0.1957 |
17.7% |
0.0168 |
1.5% |
79% |
False |
False |
19,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1492 |
|
1.618 |
1.1359 |
|
1.000 |
1.1277 |
|
0.618 |
1.1226 |
|
HIGH |
1.1144 |
|
0.618 |
1.1093 |
|
0.500 |
1.1078 |
|
0.382 |
1.1062 |
|
LOW |
1.1011 |
|
0.618 |
1.0929 |
|
1.000 |
1.0878 |
|
1.618 |
1.0796 |
|
2.618 |
1.0663 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1163 |
| PP |
1.1076 |
1.1133 |
| S1 |
1.1075 |
1.1104 |
|